After causing a society scandal due to their marriage – she was twice-divorced, notoriously unconventional in many ways, and eight years his senior – Hay and his wife moved to
Kenya in 1924, financing the move with Idina's money. Their home was a bungalow on the slopes of the
Aberdare Range which they called
Slains, after the former Hay family seat of
Slains Castle which was sold by Hay's grandfather, the
20th Earl, in 1916. The bungalow was sited alongside the high-altitude farms which other white Kenyans were establishing at the time. The
Happy Valley set were a group of elite, colonial
expatriates who became notorious for
drug use,
drinking,
adultery and
promiscuity, among other things. Hay soon became a part of this group and accumulated debts. Hay had inherited his father's titles in 1928 and his wife divorced him in 1930 because he was cheating her financially. Hay then married the divorced Edith Maude ("Molly") Ramsay-Hill on 8 February 1930. They lived in
Oserian, a
Moroccan-style house on the shores of
Lake Naivasha, and his new wife became involved with the
hedonistic lifestyle of Happy Valley. On a visit to England in 1934, Lord Erroll joined
Oswald Mosley's
British Union of Fascists and on his return to Kenya a year later, became president of the
Convention of Associations. He attended the
coronation of George VI and Elizabeth in 1937 and was elected to the legislative council as the member for
Kiambu in 1939. On the outbreak of
World War II that year, Lord Erroll became a
captain in the
Kenya Regiment and accepted the post of
Military Secretary for East Africa in 1940. On 13 October 1939, Lady Erroll died. In 1940, Lord Erroll met at the
Muthaiga Country Club, and subsequently had an affair with,
Diana, Lady Broughton, the wife of
Sir Jock Delves Broughton, Bt. (and, ultimately, who married after Delves Broughton's death,
the 4th Baron Delamere). ==Murder==